mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 12,464 12,538 74 0.6% 12,335
High 12,543 12,586 43 0.3% 12,586
Low 12,389 12,401 12 0.1% 12,286
Close 12,536 12,429 -107 -0.9% 12,429
Range 154 185 31 20.1% 300
ATR 167 169 1 0.8% 0
Volume 174,744 135,469 -39,275 -22.5% 787,594
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 13,027 12,913 12,531
R3 12,842 12,728 12,480
R2 12,657 12,657 12,463
R1 12,543 12,543 12,446 12,508
PP 12,472 12,472 12,472 12,454
S1 12,358 12,358 12,412 12,323
S2 12,287 12,287 12,395
S3 12,102 12,173 12,378
S4 11,917 11,988 12,327
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 13,334 13,181 12,594
R3 13,034 12,881 12,512
R2 12,734 12,734 12,484
R1 12,581 12,581 12,457 12,658
PP 12,434 12,434 12,434 12,472
S1 12,281 12,281 12,402 12,358
S2 12,134 12,134 12,374
S3 11,834 11,981 12,347
S4 11,534 11,681 12,264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,586 12,286 300 2.4% 172 1.4% 48% True False 157,518
10 12,798 12,286 512 4.1% 177 1.4% 28% False False 169,624
20 13,284 12,286 998 8.0% 171 1.4% 14% False False 150,707
40 13,284 12,286 998 8.0% 164 1.3% 14% False False 135,061
60 13,284 12,286 998 8.0% 150 1.2% 14% False False 116,832
80 13,284 12,286 998 8.0% 136 1.1% 14% False False 87,637
100 13,284 12,170 1,114 9.0% 125 1.0% 23% False False 70,111
120 13,284 11,639 1,645 13.2% 120 1.0% 48% False False 58,427
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,372
2.618 13,070
1.618 12,885
1.000 12,771
0.618 12,700
HIGH 12,586
0.618 12,515
0.500 12,494
0.382 12,472
LOW 12,401
0.618 12,287
1.000 12,216
1.618 12,102
2.618 11,917
4.250 11,615
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 12,494 12,436
PP 12,472 12,434
S1 12,451 12,431

These figures are updated between 7pm and 10pm EST after a trading day.

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